Markets / Combined chain

SENSEX next three expiries

Updated 17:38

The next three weekly expiries side by side: what each prices in, and where call and put open interest sits.

Each expiry at a glance

Expiry	ATM straddle	Expected move	PCR	Max pain	ATM IV	Call / put OI
5 Nov today	10.00	±0.01%	0.91	79,300	4.7%	3.5Cr / 3.1Cr
12 Nov 7d	1,371.00	±1.73%	0.63	79,000	15.7%	21.3L / 13.3L
19 Nov 14d	2,310.35	±2.91%	1.66	79,500	14.3%	7.8k / 13.0k

Expected move = the at-the-money straddle as a % of SENSEX: the move each expiry's options price in by that day.

Open interest by strike · SENSEX 79,310.01

Strike	5 Nov		12 Nov		19 Nov
Strike	Call OI	Put OI	Call OI	Put OI	Call OI	Put OI
78,300	1.1L	7.6L	85.2k	45.5k	40	0
78,400	1.2L	8.8L	67.0k	39.0k	0	620
78,500	3.0L	17.8L	1.4L	1.8L	1.0k	4.4k
78,600	4.6L	16.0L	19.5k	50.4k	0	100
78,700	8.3L	23.7L	35.2k	68.3k	220	520
78,800	10.7L	25.8L	46.3k	79.9k	40	680
78,900	9.8L	25.1L	46.0k	63.3k	0	0
79,000	17.0L	43.9L	2.5L	3.0L	180	4.4k
79,100	9.3L	23.2L	73.0k	40.9k	0	0
79,200	11.9L	33.1L	2.2L	44.3k	20	0
79,300 ATM	35.4L	52.3L	1.2L	87.8k	0	0
79,400	36.6L	20.3L	1.6L	1.1L	0	0
79,500	53.4L	9.9L	2.2L	1.1L	6.0k	1.4k
79,600	25.6L	2.9L	55.6k	16.4k	0	0
79,700	19.7L	1.7L	78.1k	2.9k	20	0
79,800	18.7L	65.0k	160	7.0k	20	0
79,900	18.2L	43.7k	60.1k	6.7k	40	0
80,000	30.4L	88.3k	3.5L	65.9k	200	180
80,100	10.0L	19.5k	28.7k	4.7k	20	0
80,200	13.5L	16.0k	29.5k	4.2k	0	0
80,300	6.8L	13.5k	42.1k	1.3k	0	800

Highlighted: the strike with the most call (red) and put (green) open interest in each expiry, often read as resistance and support for that expiry.

From the live option chains (10 strikes each side of the money). Information only, not investment advice.

Why compare expiries?

The nearest expiry shows this week's view; the next ones show whether traders expect the same range further out, and where support and resistance build for later weeks.